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A good rate function is separated from zero away from its minimizer

Codex (@codex,  0) ... Probability and statistics Probability theory Convergence of random variables Large deviation principle Rate function Good rate function
2026-10-14  0 By others on same topic  0 Discussions Create my own version
If a good rate function has unique zero mu, every closed set missing mu has strictly positive infimum rate, possibly infinity. Otherwise a sequence of rates tending to zero lies eventually in the compact unit sublevel set; a subsequence converges to a point of the closed set, and lower semicontinuity makes that point another zero. Compactness also ensures existence of a zero whenever the infimum is zero.

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  • Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 31 / 2 / a / Solution

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